Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47423.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46025.21 Kr¶

PnL: ---------------------------------------> -863.36 Kr¶

DD now: ---------------------------------> -2.481 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:13:51.839639'

Anic Portfolio¶

Today¶

Return: 0.24 %¶

This Week¶

Return: -1.022 %¶

Total¶

Return: 55.251 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.130000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 -1.210000 781.200000 108.200000 16.080000 673.000000
SAAB B 8 -0.330000 3432.000000 55.000000 1.630000 3377.000000
Nordea Bank Abp 29 0.670000 3506.680000 52.680000 1.530000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.800000 392.900000 37.900000 10.680000 355.000000
Intrum 4 2.240000 557.000000 30.000000 5.690000 527.000000
Resurs Holding 22 1.000000 599.720000 25.720000 4.480000 573.999998
Corem Property Group B 59 0.100000 599.440000 22.440000 3.890000 576.999999
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
AcadeMedia 12 -0.910000 573.360000 16.360000 2.940000 557.000004
Swedbank A 3 0.730000 580.050000 16.050000 2.850000 564.000000
Boozt 12 -0.140000 1669.200000 15.200000 0.920000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 504.000000 13.000000 2.650000 491.000000
Securitas B 6 0.920000 581.400000 11.400000 2.000000 570.000000
Norva24 Group 16 -0.870000 549.120000 6.120000 1.130000 543.000000
Coor Service Management Hold. 8 0.370000 537.600000 5.600000 1.050000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.100000 581.400000 4.400000 0.760000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.260000 249.840000 3.840000 1.560000 246.000000
Handelsbanken A 5 0.420000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 0.550000 571.410000 -11.590000 -1.990000 582.999984
International Petroleum Corp. 5 3.530000 571.500000 -23.070000 -3.880000 594.565215
Essity B 2 0.290000 550.800000 -23.200000 -4.040000 574.000000
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity A 4 0.910000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.740000 2782.000000 -189.000000 -6.360000 2971.000006
OX2 18 0.190000 1421.100000 -242.900000 -14.600000 1663.999992
Axfood 13 0.410000 3482.700000 -273.300000 -7.280000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46025.210000 -863.360000 -2.48138% 46888.564618

Updated:¶

'2023-01-27 10:14:05.375895'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶